+97.5%
OXY vs RIG
+62.5%
+35.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.9% |
| 7D | +4.2% | +5.7% | -1.5% | +2.0% |
| 30D | -4.3% | -0.7% | -3.6% | -4.5% |
| 3M | +2.3% | -3.1% | +5.4% | +2.7% |
| 6M | +5.5% | -16.3% | +21.9% | +11.1% |
| YTD | +44.9% | +34.1% | +10.7% | +26.1% |
| 1Y | +42.6% | +38.2% | +4.4% | +22.4% |
| 3Y | +0.7% | -15.3% | +16.0% | -4.7% |
| All | +97.5% | +62.5% | +35.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling